Svend Hylleberg
Biographic Data
| ID | 5734664 |
|---|---|
| NAME | Svend Hylleberg |
| GIVEN NAMES | Svend |
| FAMILY NAME | Hylleberg |
| SIGNATURE | HYLLEBERG S |
| AFFILIATIONS | Aarhus University |
| ORCID | 0000-0001-5689-6553 |
| VERIFIED | Yes |
| TOTAL WORKS | 5 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 5 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 1990 |
| LATEST PUBLICATION YEAR | 2007 |
| H-INDEX | 0 |
Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data
We propose the multivariate representation of univariate and bivariate (possibly nonstationary) periodic models as a benchmark for the imposition of common periodic correlation (CPC) feature restrictions to obtain parameter parsimony. CPCs are short-run common dynamic features that co-vary across the different days of the week and possibly also across weeks and that can be common across different time series. We also show how periodic models can …
[New Capabilities and Methods of the X-12-Arima Seasonal-Adjustment Program]
[Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process?]
The Econometric Modelling of Financial Time Series
Journal Article The Econometric Modelling of Financial Time Series. Get access The Econometric Modelling of Financial Time Series. By (Terence C) Mills. (Cambridge and New York: Cambridge University Press, 1993. Pp. viii + 247. £35.00 hardback. ISBN 0 521 41048 7.) Svend Hylleberg Svend Hylleberg University of Aarhus Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 105, Issue 431, 1 July 1995, …
Seasonal integration and cointegration
No prominent works on this page.
Seasonal integration and cointegration
The Econometric Modelling of Financial Time Series
Journal Article The Econometric Modelling of Financial Time Series. Get access The Econometric Modelling of Financial Time Series. By (Terence C) Mills. (Cambridge and New York: Cambridge University Press, 1993. Pp. viii + 247. £35.00 hardback. ISBN 0 521 41048 7.) Svend Hylleberg Svend Hylleberg University of Aarhus Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 105, Issue 431, 1 July 1995, …
[Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process?]
[New Capabilities and Methods of the X-12-Arima Seasonal-Adjustment Program]
Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data
We propose the multivariate representation of univariate and bivariate (possibly nonstationary) periodic models as a benchmark for the imposition of common periodic correlation (CPC) feature restrictions to obtain parameter parsimony. CPCs are short-run common dynamic features that co-vary across the different days of the week and possibly also across weeks and that can be common across different time series. We also show how periodic models can …
Econometrics (5 works) · Mathematics (4 works) · Statistics (4 works) · Computer Science (3 works) · Economics (2 works) · Multivariate statistics (2 works) · Seasonal adjustment (2 works) · Time series (2 works) · Agricultural Economics and Policy (1 work) · Applied Mathematics (1 work)